Stochastic packing integer programs with few queries

We consider a stochastic variant of the packing-type integer linear programming problem, which contains random variables in the objective vector. We are allowed to reveal each entry of the objective vector by conducting a query, and the task is to find a good solution by conducting a small number of...

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Veröffentlicht in:Mathematical programming 2020-07, Vol.182 (1-2), p.141-174
Hauptverfasser: Maehara, Takanori, Yamaguchi, Yutaro
Format: Artikel
Sprache:eng
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Zusammenfassung:We consider a stochastic variant of the packing-type integer linear programming problem, which contains random variables in the objective vector. We are allowed to reveal each entry of the objective vector by conducting a query, and the task is to find a good solution by conducting a small number of queries. We propose a general framework of adaptive and non-adaptive algorithms for this problem, and provide a unified methodology for analyzing the performance of those algorithms. We also demonstrate our framework by applying it to a variety of stochastic combinatorial optimization problems such as matching, matroid, and stable set problems.
ISSN:0025-5610
1436-4646
DOI:10.1007/s10107-019-01388-x